Trading Metrics calculated at close of trading on 09-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
20,940.44 |
20,864.32 |
-76.12 |
-0.4% |
20,808.71 |
High |
20,951.44 |
20,900.57 |
-50.87 |
-0.2% |
21,169.11 |
Low |
20,835.58 |
20,777.16 |
-58.42 |
-0.3% |
20,774.76 |
Close |
20,855.73 |
20,858.19 |
2.46 |
0.0% |
21,005.71 |
Range |
115.86 |
123.41 |
7.55 |
6.5% |
394.35 |
ATR |
118.38 |
118.74 |
0.36 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,215.54 |
21,160.27 |
20,926.07 |
|
R3 |
21,092.13 |
21,036.86 |
20,892.13 |
|
R2 |
20,968.72 |
20,968.72 |
20,880.82 |
|
R1 |
20,913.45 |
20,913.45 |
20,869.50 |
20,879.38 |
PP |
20,845.31 |
20,845.31 |
20,845.31 |
20,828.27 |
S1 |
20,790.04 |
20,790.04 |
20,846.88 |
20,755.97 |
S2 |
20,721.90 |
20,721.90 |
20,835.56 |
|
S3 |
20,598.49 |
20,666.63 |
20,824.25 |
|
S4 |
20,475.08 |
20,543.22 |
20,790.31 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,166.24 |
21,980.33 |
21,222.60 |
|
R3 |
21,771.89 |
21,585.98 |
21,114.16 |
|
R2 |
21,377.54 |
21,377.54 |
21,078.01 |
|
R1 |
21,191.63 |
21,191.63 |
21,041.86 |
21,284.59 |
PP |
20,983.19 |
20,983.19 |
20,983.19 |
21,029.67 |
S1 |
20,797.28 |
20,797.28 |
20,969.56 |
20,890.24 |
S2 |
20,588.84 |
20,588.84 |
20,933.41 |
|
S3 |
20,194.49 |
20,402.93 |
20,897.26 |
|
S4 |
19,800.14 |
20,008.58 |
20,788.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,039.96 |
20,777.16 |
262.80 |
1.3% |
93.79 |
0.4% |
31% |
False |
True |
|
10 |
21,169.11 |
20,733.95 |
435.16 |
2.1% |
103.78 |
0.5% |
29% |
False |
False |
|
20 |
21,169.11 |
20,061.73 |
1,107.38 |
5.3% |
105.07 |
0.5% |
72% |
False |
False |
|
40 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
105.95 |
0.5% |
79% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
105.06 |
0.5% |
79% |
False |
False |
|
80 |
21,169.11 |
18,736.96 |
2,432.15 |
11.7% |
103.82 |
0.5% |
87% |
False |
False |
|
100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.8% |
113.13 |
0.5% |
91% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.8% |
120.26 |
0.6% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,425.06 |
2.618 |
21,223.66 |
1.618 |
21,100.25 |
1.000 |
21,023.98 |
0.618 |
20,976.84 |
HIGH |
20,900.57 |
0.618 |
20,853.43 |
0.500 |
20,838.87 |
0.382 |
20,824.30 |
LOW |
20,777.16 |
0.618 |
20,700.89 |
1.000 |
20,653.75 |
1.618 |
20,577.48 |
2.618 |
20,454.07 |
4.250 |
20,252.67 |
|
|
Fisher Pivots for day following 09-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
20,851.75 |
20,873.85 |
PP |
20,845.31 |
20,868.63 |
S1 |
20,838.87 |
20,863.41 |
|